+1,065.2%
NRG vs MXL
+313.4%
+751.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -5.9% | +0.5% |
| 7D | -4.7% | +18.9% | -23.5% | -7.3% |
| 30D | -6.0% | +0.3% | -6.3% | -6.4% |
| 3M | -8.0% | -8.0% | +0.1% | -9.5% |
| 6M | -23.2% | +341.2% | -364.4% | -46.6% |
| YTD | -28.1% | +327.8% | -355.9% | -49.8% |
| 1Y | -27.3% | +364.9% | -392.2% | -50.5% |
| 3Y | +208.7% | +229.2% | -20.6% | +104.2% |
| 5Y | +197.7% | +42.8% | +154.9% | +116.9% |
| All | +1,065.2% | +313.4% | +751.8% | +411.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling